An option trader is currently holding short positions in 2,000 European call options that will all mature in one month. The current stock price is $19, while the strike price of those call options is$20. The trader is considering the delta hedging strategy based on a simple one-step binomial tree model. In the model setting, one month later, the stock price will be either $23.75 or$15.2. What should the trader do in order to make the position delta neutral?